+55.0%
XOP vs MKSI
+524.1%
-469.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | +2.6% | +2.7% | -0.1% | +1.8% |
| 30D | +9.6% | -12.8% | +22.4% | +13.6% |
| 3M | +20.4% | -22.5% | +42.9% | +25.6% |
| 6M | +19.9% | +19.4% | +0.5% | +6.8% |
| YTD | +56.4% | +67.7% | -11.3% | +22.8% |
| 1Y | +52.4% | +131.4% | -79.0% | +5.5% |
| 3Y | +39.9% | +197.3% | -157.4% | -19.2% |
| 5Y | +163.7% | +87.0% | +76.8% | +71.1% |
| All | +55.0% | +524.1% | -469.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling